Examples of α-selfdecomposable distributions

Makoto Maejima and Yohei Ueda

Statistics & Probability Letters, 2013, vol. 83, issue 1, 286-291

Abstract: We show that the logarithms of gamma random variables are α-selfdecomposable, and apply the result to show that logarithms of several positive random variables are 1-selfdecomposable.

Keywords: Infinitely divisible distribution; α-selfdecomposable distribution; Logarithm of gamma random variable; Logarithm of positive strictly stable random variable (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2012.09.022

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